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* add debug mode in camke

* add debug dll

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* fix naming

* Apply suggestions from code review

* Apply suggestions from code review

* Update LightGBM.sln

* refine

* run MPI job in debug mode

* document USE_DEBUG and USE_TIMETAG
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* add Link Time Code Generation

* remove ltcg

* Apply suggestions from code review

* commit

* fix a bug

* fix bug

* reset to track changes

* refine the auto choose logic

* sort the time stats output

* fix include

* change  multi_val_bin_sparse_threshold

* add cmake

* add _mm_malloc and _mm_free for cross platform

* fix cmake bug

* timer for split

* try to fix cmake

* fix tests

* refactor DataPartition::Split

* fix test

* typo

* formating

* Revert "formating"

This reverts commit 5b8de4f7fb9d975ee23701d276a66d40ee6d4222.

* add document

* [R-package] Added tests on use of force_col_wise and force_row_wise in training (#2719)

* naming

* fix gpu code

* Update include/LightGBM/bin.h
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* Update src/treelearner/ocl/histogram16.cl

* test: swap compilers for CI

* fix omp

* not avx2

* no aligned for feature histogram

* Revert "refactor DataPartition::Split"

This reverts commit 256e6d9641ade966a1f54da1752e998a1149b6f8.

* slightly refactor data partition

* reduce the memory cost
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Implementation of XE_NDCG loss function for ranking.

* Add citation

* Check in example usage for xe_ndcg loss.

* Seed the generator when a seed is provided in the config. Add unit-tests for xe_ndcg

* Update documentation

* Fix indentation

* Address issues raised by reviewers.

* Clean up include statements.

* Fix issues raised by reviewers.

* Regenerate parameters.rst

* Add a note to explain that reproducing xe_ndcg results requires num_threads to be one.

* Introduce objective_seed and use that in rank_xendcg instead of directly using seed

* Change default value of objective_seed

* refactoring

* fix style

* fix style

* Update cost_effective_gradient_boosting.hpp

* Update serial_tree_learner.cpp

* Update serial_tree_learner.h

* fix style

* update vc project

* Update cost_effective_gradient_boosting.hpp

* fix travis badge

* updated GitHub Microsoft URL

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* [optional] support protobuf

* fix windows/LightGBM.vcxproj

* add doc

* fix doc

* fix vs support (#2)

* fix vs support

* fix cmake

This reverts commit 53b99854.

* add R's library file to vs project and cmake.

* support using dll built by vs.

* better search for the library file.

* remove mingw related doc .

* update document.

* Let R handle the library compile.

* try fix build from github.

* Update README.md

* cleaner build.

* fix the install problem in linux.

* Update README.md

* Add early stopping for prediction

* Fix GBDT if-else prediction with early stopping

* Small C++ embelishments to early stopping API and functions

* Fix early stopping efficiency issue by creating a singleton for no early stopping

* Python improvements to early stopping API

* Add assertion check for binary and multiclass prediction score length

* Update vcxproj and vcxproj.filters with new early stopping files

* Remove inline from PredictRaw(), the linker was not able to find it otherwise

* Revert "python-package: support valid_names in scikit-learn API (#420)"

This reverts commit de39dbcf.

* Revert "faster histogram sum up (#418)"

This reverts commit 98c7c2a3.

* some refactor.

* two stage sum up to reduce sum up error.

* add more two-stage sumup.

* some refactor.

* add alignment.

* change name to aligned_allocator.

* remove some useless sumup.

* fix a warning.

* add -march=native .

* remove the padding of gradients.

* no alignment.

* fix test.

* change KNumSumupGroup to 32768.

* change gcc flags.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

* RAII for utils, application and c_api(partical)

* raii for class in include folder

* raii for application and boosting

* raii for dataset and dataset loader

* raii for dense bin and parser

* RAII refactor for almost all classes

* RAII for c_api

* clean code

* refine repeated code

* Decouple the "sigmoid" between objective and boosting.

* change std::vector<bool> back to std::vector<char> due to concurrence problem

* slight reduce some memory cost

add DART: Dropouts meet Multiple Additive Regression Trees (#67)

Support multiclass classification (#53)